The KIPS Transactions:PartA (정보처리학회논문지A)

Korea Information Processing Society (한국정보처리학회)
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Comparisons of Parallel Preconditioners for the Computation of Interior Eigenvalues by the Minimization of Rayleigh Quotient

레이레이 계수의 최소화에 의한 내부고유치 계산을 위한 병렬준비행렬들의 비교

  • 마상백 (한양대학교 전자컴퓨터 공학부) ;
  • 장호종 (한양대학교 수학과)
  • Published : 2003.06.01
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Abstract

Recently, CG (Conjugate Gradient) scheme for the optimization of the Rayleigh quotient has been proven a very attractive and promising technique for interior eigenvalues for the following eigenvalue problem, Ax＝λx (1) The given matrix A is assummed to be large and sparse, and symmetric. Also, the method is very amenable to parallel computations. A proper choice of the preconditioner significantly improves the convergence of the CG scheme. We compare the parallel preconditioners for the computation of the interior eigenvalues of a symmetric matrix by CG-type method. The considered preconditioners are Point-SSOR, ILU (0) in the multi-coloring order, and Multi-Color Block SSOR (Symmetric Succesive OverRelaxation). We conducted our experiments on the CRAY­T3E with 128 nodes. The MPI (Message Passing Interface) library was adopted for the interprocessor communications. The test matrices are up to $512{\times}512$ in dimensions and were created from the discretizations of the elliptic PDE. All things considered the MC-BSSOR seems to be most robust preconditioner.

최근에 CG 반복법을 이용하여 레이레이 계수를 최소화함으로써 대칭행렬의 내부고유치를 구하는 방법이 개발되었다 그리고 이 방법은 병렬계산에 매우 적합하다. 적절한 준비행렬의 선택은 수렴속도를 향상시킨다. 우리는 본 연구에서 이를 위한 병렬준비행렬들을 비교한다. 고려된 준비행렬들은 Point-SSOR, 다중색채하의 ILU(0)와 Block SSOR이다. 우리는 128개의 노드를 가진 CRAY-T3E에서 구현하였다. 프로세서간의 통신은 MPI 리이브러리를 사용하였다. 최고 512$\times$512 행렬까지 시험하였는데 이 행렬들은 타원형 편미분방정식의 근사화에서 얻어졌다. 그 결과 다중색채 Block SSOR이 가장 성능이 우수한 것으로 판명되었다.

Keywords

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